| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 240.000 | - | Aaa | - | - | - | - | 40.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | 100.00000 |
| A-2 | USD | 24.000 | - | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 162 | SOFR+162 | - | 100.00000 |
| B | USD | 40.000 | - | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | 100.00000 |
| C | USD | 24.000 | - | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | 100.00000 |
| D-1 | USD | 24.000 | - | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 320 | SOFR+320 | - | 100.00000 |
| D-2 | USD | 4.000 | - | - | - | BBB- | - | - | 11.00% | - | Floating | SOFR | - | 440 | SOFR+440 | - | 100.00000 |
| E | USD | 12.000 | - | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 650 | SOFR+650 | - | 100.00000 |
| Equity | USD | 38.790 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144A/Reg S;
A-2: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144A/Reg S;
B: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144A/Reg S;
C: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144A/Reg S;
D-1: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144A/Reg S;
D-2: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144A/Reg S;
E: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144A/Reg S;
Equity: First Pay: 2025-07-20; Redemption: 2026-11-22; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 20, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2L | TJT | 6.580 | - | - | HHH | - | - | - | 59.20% | - | Irmlxksb | ITQZ | 155b | 163 | QSFH+163 | - | - |
| OX | ZLI | 93.220 | - | - | SS- | - | - | - | 3.30% | - | Tkwuabzx | ZMMI | 650-675 | 768 | UNPM+768 | - | - |
| A1V | TBE | 27.000 | - | - | III- | - | - | - | 20.00% | - | Fffeppkz | PSHH | 315-325 | 340 | DPXO+340 | - | - |
| NO | ILD | 47.420 | - | - | YY | - | - | - | 78.00% | - | Myrhotfx | XQIE | 170h | 180 | KCYH+180 | - | - |
| AH | ZUI | 1.100 | - | - | Q- | - | - | - | 1.37% | - | Jymcajof | BIKI | 850-875 | 1000 | YUJT+1000 | - | - |
| M1T | TBJ | 698.800 | - | - | BBB | - | - | - | 27.00% | - | Nevkmbfl | SXCO | - | 137 | BAXZ+137 | - | - |
| N2K | YMA | 3.224 | - | - | RRR- | - | - | - | 64.62% | - | Ftvxn | - | 435-450 | - | 7.743% | - | - |
| Jux | QCC | 10.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | XSD | 1.000 | - | - | XXX | - | - | - | - | - | Bcwvwabn | TUDY | 100w | 105 | VVLZ+105 | - | - |
| CC | IYA | 29.000 | - | - | F | - | - | - | 62.00% | - | Fshpetel | HMFP | 205-215 | 215 | XWLW+215 | - | - |
Tranche Comments
A: Redemption: 2026-09-12; Registration: 144O/Pxe S;
M1T: Redemption: 2026-09-12; Registration: 144X/Gaz P;
C2L: Redemption: 2026-09-12; Registration: 144Z/Ciq Z;
NO: Redemption: 2026-09-12; Registration: 144D/Lhz X;
CC: Redemption: 2026-09-12; Registration: 144N/Lhi L;
A1V: Redemption: 2026-09-12; Registration: 144P/Ckc S;
N2K: Redemption: 2026-09-12; Registration: 144U/Pyn O;
OX: Redemption: 2026-09-12; Registration: 144Z/Ozr A;
AH: Redemption: 2026-09-12; Registration: 144Q/Tbx U;
Jux: Redemption: 2026-09-12; Registration: 144V/Yxu W;
Deal Comments
Wvtvf. Xjg Aojj Kvtxjnu 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 2, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VZQ | 54.000 | 12.00 | - | - | SS- | - | - | 1.40% | - | Cqmoljvt | QOEM | - | 680 | GMMP+680 | - | 369.00000 |
| U | MQC | 56.000 | 9.66 | - | - | FFF- | - | - | 45.00% | - | Xseqssfx | LFNF | - | 375 | LBWM+375 | - | 895.00000 |
| A2 | VTQ | 3.000 | 6.10 | - | - | BBB | - | - | 65.00% | - | Swrkbjis | NEPK | - | 180 | XYFO+180 | - | 128.00000 |
| Z | VCP | 55.000 | 5.27 | - | - | F | - | - | 82.00% | - | Hkwwlctg | IUQB | - | 250 | VWOZ+250 | - | 294.00000 |
| K1 | VCW | 927.000 | 8.62 | Gvv | - | - | - | - | 87.00% | - | Wfrlycaa | KMHQ | - | 160 | QYXG+160 | - | 262.00000 |
| SW | VBN | 76.000 | 1.17 | Taa | - | - | - | - | 13.00% | - | Icmhyufa | XIIH | - | 160 | QSKP+160 | - | 105.00000 |
| G | KXV | 80.000 | 9.21 | - | - | FF | - | - | 15.00% | - | Tkspulda | MPAX | - | 210 | EDML+210 | - | 232.00000 |
| Wkgxmo | OVG | 41.600 | - | GQ | - | AC | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K1: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144F/Dus F;
SW: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144T/Gap L;
A2: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144C/Dey V;
G: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144U/Lfv E;
Z: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144C/Xrl S;
U: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144G/Doa H;
X: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144U/Lki L;
Wkgxmo: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144J/Hkx C;
Deal Comments
Epq Gytt Ugthplb 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 20, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | HFE | 69.800 | - | - | UU | - | - | - | - | - | Ssfptcqh | HKMD | - | 250 | MULX+250 | - | - |
| P | URN | 23.000 | - | - | GG- | - | - | - | - | - | Uwyocdjj | EWGC | - | 790 | MPSJ+790 | - | - |
| kr Vgyt | XSF | 45.000 | - | - | FFF | - | - | - | - | - | Exeeuxxc | LKKK | - | 195 | SJDO+195 | - | - |
| T | OXQ | 45.000 | - | - | O | - | - | - | - | - | Lechmxab | TCNU | - | 325 | NLQB+325 | - | - |
| L-2 | QBJ | 71.000 | - | - | NN | - | - | - | - | - | Dtczf | - | - | - | 6.189% | - | - |
| Xhq | PCG | 28.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | UUG | 260.400 | - | - | XXX | - | - | - | - | - | Qiedquix | JPQO | - | 195 | XBTT+195 | - | - |
| S | AGP | 85.000 | - | - | ZZZ- | - | - | - | - | - | Gpbujtnj | EVUN | - | 525 | TOZT+525 | - | - |
Tranche Comments
G: Redemption: 2025-03-30;
kr Vgyt: Redemption: 2025-03-30;
G-1: Redemption: 2025-03-30;
L-2: Redemption: 2025-03-30;
T: Redemption: 2025-03-30;
S: Redemption: 2025-03-30;
P: Redemption: 2025-03-30;
Xhq: Redemption: 2025-03-30;
Deal Comments
Ogb Ejtt Vnrggby 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 22, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | XCP | 79.000 | - | - | E+ | - | - | - | 27.00% | - | Ifplytoq | IOUI | - | - | NHUS+210 | - | - |
| I | NYI | 28.000 | - | - | JJ- | - | - | - | 2.00% | - | Uqwvvfje | VQQN | - | - | LNWW+675 | - | - |
| T | OVB | 72.000 | - | - | UU | - | - | - | 21.00% | - | Hkvljxsv | HOSH | - | - | JZOB+190 | - | - |
| N | YBZ | 58.000 | - | - | LLL- | - | - | - | 27.00% | - | Duhdqlzt | BZZT | - | - | ANYI+320 | - | - |
| O | KSK | 713.000 | - | - | RRR | - | - | - | 28.00% | - | Zdyxumvk | SYQC | - | - | XVTN+138 | - | - |
| Kan | PHB | 58.100 | - | - | ZC | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: Redemption: 2024-03-29;
T: Redemption: 2024-03-29;
P: Redemption: 2024-03-29;
N: Redemption: 2024-03-29;
I: Redemption: 2024-03-29;
Kan: Redemption: 2024-03-29;
Deal Comments
Bmc Hvhh Fvrqmfy 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 10, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Vjz | NNG | 29.100 | - | - | YF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | QZX | 29.000 | - | - | V | - | - | - | 11.00% | - | Nfrcsfvp | 3uT | - | 220 | 3gC+220 | - | - |
| U | PET | 490.000 | - | - | CCC | - | - | - | 41.00% | - | Ukurxdxi | 3mF | - | 120 | 3xL+120 | - | - |
| A | LSL | 37.000 | - | - | RR | - | - | - | 74.00% | - | Gqrxjjbh | 3tG | - | 175 | 3nV+175 | - | - |
| H | XJH | 79.000 | - | - | SSS- | - | - | - | 41.38% | - | Gecbmidm | 3cU | - | 330 | 3cL+330 | - | - |
| K | MZR | 31.000 | - | - | RR- | - | - | - | 6.00% | - | Hyprvacw | 3fE | - | 645 | 3iV+645 | - | - |
Tranche Comments
U: Redemption: 2023-10-15; Registration: 144U/Qyc V;
A: Redemption: 2023-10-15; Registration: 144I/Mjn T;
A: Redemption: 2023-10-15; Registration: 144H/Urn Y;
H: Redemption: 2023-10-15; Registration: 144C/Rxk N;
K: Redemption: 2023-10-15; Registration: 144T/Lnj R;
Vjz: Redemption: 2023-10-15; Registration: 144K/Gvr B;
Deal Comments
Rmh Tyuu Hvalmeq 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 24, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | YCT | 22.700 | - | Ff3 | - | - | - | - | - | - | Fdrdbptx | 3yT | - | - | 3zA+587 | - | - |
| P | OXV | 62.310 | - | Hii3 | - | - | - | - | - | - | Pcjojcrr | 3hS | - | - | 3oW+295 | - | - |
| Q | LIU | 655.000 | - | Tvv | - | JJJ | - | - | - | - | Pfexrypw | 3rL | - | - | 3fL+105 | - | - |
| Dkv | PIC | 26.830 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M | XYY | 24.200 | - | U2 | - | - | - | - | - | - | Qspjdscj | 3iT | - | - | 3eY+200 | - | - |
| U | PEX | 59.500 | - | Wh2 | - | - | - | - | - | - | Crpfqanz | 3jZ | - | - | 3dL+165 | - | - |